Publication:3720439
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zbMath0591.93066MaRDI QIDQ3720439
Publication date: 1986
survey; maximum principle; dynamic programming; stochastic optimal control; partial information; Nonlinear filtering
93E11: Filtering in stochastic control theory
49L20: Dynamic programming in optimal control and differential games
93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory
93E20: Optimal stochastic control
60J60: Diffusion processes
93E03: Stochastic systems in control theory (general)
49K45: Optimality conditions for problems involving randomness
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